No, he means that the very act of attempting to install a Windows application under Linux is almost like installing a Virus... It was a joke.
Seriously, though, maybe you would consider a dual boot for this game? I've heard it is an excellent game and it is always a pity to play games with both hindered performance and quality, on any given platform, so you may want to consider running it under native Windows (I also know it is very demanding on the hardware as it is in Windows, the added overhead of Wine could render the game experience as a poor one). I'm not sure it is even supported by either Wine or Cedega.
Edit - Shameless Pro-Linux gaming edit.
It would be great if someone decided to actually make a port of these hit titles for Linux. I know, I know... One at a time, to avoid risking the fate of Loki... There better be some rather good surprises in the Linux side of gaming this year (I know I wished for that in New Year's eve

)